That depends if it's more practical to steal a billion or earn it legally. I suspect the most practical way to get to a billion is to legally steal it, perhaps with some form of regulatory capture or a government franchise granting a monopoly. Whether you think this is right or wrong is immaterial to what the practical approach is.
It is definitely easier to immigrate illegally for a large portion of the world population, and probably most illegal immigrants. Rational actor then would immigrate illegally.
I think this also very much depends on the country. Only a total idiot would try to "legally" immigrate to Argentina as their constitution essentially grants citizenship just for surviving for two years, and meanwhile there is essentially no immigration enforcement and fairly onerous visa process to do it "legally." On the other hand, you'd have to be an idiot to illegally immigrate to China in anything but the most dire circumstances, as they have an Orwellian surveillance apparatus and getting a legal business visa is fairly straightforward particularly in some special economic zones. On the Argentina<->China scale I would rate America as further towards the Argentina side, albeit with no path to regularization of status for most illegal immigrants.
Having a dogmatic adherance to the law leads to irrational actions. But also having a dogmatic disdain for the law also leads to irrational actions. Everything has to be considered in context. In the context of the USA you mostly have to be an idiot to try and immigrate legally if you are low skilled poor person from a 3rd world country with no connections. In the context of an educated American going to Europe, the rational choice is probably to immigrate legally.
From this lenses I don't really see any logical inconsistency in the fact the same person might pick illegal on one path and legal for another. Although yes if they are leaving the US because they hate immigration controls and dogmatically following immigration controls overseas in someplace like Argentina where it doesn't even make sense to do so, then they are definitely hypocrites.
